Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1773806.5287 | 1735691.6945 | 38114.8342 | 814790.9952 | 4829202.4779 | -4014411.4827 |
Total P&L (%) | 1773.8065 | 1735.6917 | 38.1148 | 814.791 | 4829.2025 | -4014.4115 |
Avg Daily Profit (%) | 0.7845 | 0.7676 | 0.0169 | 0.0979 | 0.1725 | 0 |
Buy And Hold Return (%) | 187.4459 | 187.4459 | 187.4459 | 187.4459 | 187.4459 | 187.4459 |
Max Trade Drawdown | -137451 | -107609 | -94646 | -8389039 | -3886345 | -6726646 |
Profit Factor | 3.226 | 5.7563 | 1.0882 | 1.0357 | 1.4891 | 0.6908 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 36 | 30 | 42 | 36 | 30 | 42 |
Ratio Avg Win / Avg Loss | 5.7352 | 13.4313 | 1.5028 | 1.8412 | 3.4745 | 0.9539 |
Largest Winning Trade | 1478608 | 1478608 | 50779 | 7270222 | 7270222 | 3133359 |
Largest Losing Trade | -36784 | -33308 | -36784 | -2892922 | -1249512 | -2892922 |
Avg Bars in Trades | 133 | 123 | 143 | 133 | 123 | 143 |
Avg Bars in Winners | 236 | 227 | 243 | 236 | 227 | 243 |
Avg Bars in Losers | 75 | 79 | 71 | 75 | 79 | 71 |
Bars Traded | 13366 | 6179 | 7188 | 13366 | 6179 | 7188 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504765 | -166872 | -641622 | -249094 | -177957 | -763944 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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